The non-joke answer for Europe is extened Latin, dashes, spaces and apostrophe sign, separated into two (or three) distinct ordered fields. Just because it's written in a different script originally, doesn't mean it will printed only with that on your id in the country of residence or travel document issued at home. My name isn't written in Latin characters and it's fine. I know you can't even try to pronounce them, so I have it spelled out in above mentioned Latin script.